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Gaussian Process (GP) emulators are widely used to approximate complex computer model behaviour across the input space. Motivated by the problem of coupling computer models, recently progress has been made in the theory of the analysis of…

Applications · Statistics 2022-04-20 Victoria Volodina , Nikki Sonenberg , Peter Challenor , Jim Q. Smith

We consider estimation of the parameters of a Gaussian Stochastic Process (GaSP), in the context of emulation (approximation) of computer models for which the outcomes are real-valued scalars. The main focus is on estimation of the GaSP…

Statistics Theory · Mathematics 2017-08-17 Mengyang Gu , Xiaojing Wang , James O. Berger

Complex computer codes are often too time expensive to be directly used to perform uncertainty propagation studies, global sensitivity analysis or to solve optimization problems. A well known and widely used method to circumvent this…

Applications · Statistics 2008-04-06 Amandine Marrel , Bertrand Iooss , Francois Van Dorpe , Elena Volkova

Mathematical models implemented on a computer have become the driving force behind the acceleration of the cycle of scientific processes. This is because computer models are typically much faster and economical to run than physical…

Computation · Statistics 2021-07-05 Vojtech Kejzlar , Mookyong Son , Shrijita Bhattacharya , Tapabrata Maiti

Computer models, also known as simulators, can be computationally expensive to run, and for this reason statistical surrogates, known as emulators, are often used. Any statistical model, including an emulator, should be validated before…

Methodology · Statistics 2021-01-26 Evan Baker , Peter Challenor , Matt Eames

Increasing effort is put into the development of methods for learning mechanistic models from data. This task entails not only the accurate estimation of parameters but also a suitable model structure. Recent work on the discovery of…

Machine Learning · Computer Science 2024-07-01 Justin N. Kreikemeyer , Philipp Andelfinger , Adelinde M. Uhrmacher

Wind farm design primarily depends on the variability of the wind turbine wake flows to the atmospheric wind conditions, and the interaction between wakes. Physics-based models that capture the wake flow-field with high-fidelity are…

Machine Learning · Computer Science 2021-11-17 S. Ashwin Renganathan , Romit Maulik , Stefano Letizia , Giacomo Valerio Iungo

This work proposes a method of wind farm scenario generation to support real-time optimization tools and presents key findings therein. This work draws upon work from the literature and presents an efficient and scalable method for…

Applications · Statistics 2021-06-18 Trevor Werho , Junshan Zhang , Vijay Vittal , Yonghong Chen , Anupam Thatte , Long Zhao

Reliability analysis is a sub-field of uncertainty quantification that assesses the probability of a system performing as intended under various uncertainties. Traditionally, this analysis relies on deterministic models, where experiments…

Computation · Statistics 2026-05-19 Anderson V. Pires , Maliki Moustapha , Stefano Marelli , Bruno Sudret

Across many domains of science, stochastic models are an essential tool to understand the mechanisms underlying empirically observed data. Models can be of different levels of detail and accuracy, with models of high-fidelity (i.e., high…

Risk assessment of hurricane-driven storm surge relies on deterministic computer models that produce outputs over a large spatial domain. The surge models can often be run at a range of fidelity levels, with greater precision yielding more…

Methodology · Statistics 2026-03-31 Cyrus S. McCrimmon , Pulong Ma

The planning and operation of renewable energy, especially wind power, depend crucially on accurate, timely, and high-resolution weather information. Coarse-grid global numerical weather forecasts are typically downscaled to meet these…

Machine learning provides algorithms that can learn from data and make inferences or predictions on data. Stochastic acceptors or probabilistic automata are stochastic automata without output that can model components in machine learning…

Machine Learning · Computer Science 2018-12-27 Karl-Heinz Zimmermann

Computer models are widely used in decision support for energy systems operation, planning and policy. A system of models is often employed, where model inputs themselves arise from other computer models, with each model being developed by…

Real-time dispatch practices for operating the electric grid in an economic and reliable manner are evolving to accommodate higher levels of renewable energy generation. In particular, stochastic optimization is receiving increased…

Optimization and Control · Mathematics 2018-06-28 Ryan N. King , Matthew Reynolds , Devon Sigler , Wesley Jones

Gaussian process emulators of computationally expensive computer codes provide fast statistical approximations to model physical processes. The training of these surrogates depends on the set of design points chosen to run the simulator.…

Computation · Statistics 2016-08-16 A. Garbuno-Inigo , F. A. DiazDelaO , K. M. Zuev

Sample-based Bayesian inference provides a route to uncertainty quantification in the geosciences, and inverse problems in general, though is very computationally demanding in the naive form that requires simulating an accurate computer…

Computation · Statistics 2019-04-12 Tiangang Cui , Colin Fox , Michael J O'Sullivan

Computer experiments with both quantitative and qualitative (QQ) inputs are commonly used in science and engineering applications. Constructing desirable emulators for such computer experiments remains a challenging problem. In this…

Methodology · Statistics 2022-03-22 Qian Xiao , Abhyuday Mandal , C. Devon Lin , Xinwei Deng

Gaussian process (GP) emulator has been used as a surrogate model for predicting force field and molecular potential, to overcome the computational bottleneck of molecular dynamics simulation. Integrating both atomic force and energy in…

Chemical Physics · Physics 2022-05-13 Hao Li , Musen Zhou , Jessalyn Sebastian , Jianzhong Wu , Mengyang Gu

Edge Computing enables low-latency processing for real-time applications but introduces challenges in power management due to the distributed nature of edge devices and their limited energy resources. This paper proposes a stochastic…

Distributed, Parallel, and Cluster Computing · Computer Science 2025-11-07 Fabio Diniz Rossi